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Re: what can traders do with multicore processing (MCP)?.
Gee, where are all the Codesters when you need one?
Are you guys holding out on us?
MCP applications aren't limited to symmetric processing are they?
http://en.wikipedia.org/wiki/Computer_multitasking
http://en.wikipedia.org/wiki/Multi-core
"The amount of performance gained by the use of a multicore processor
depends on the problem being solved and the algorithms used, as well
as their implementation in software (Amdahl's law). For so-
called "embarrassingly parallel" problems, a dual-core processor with
two cores at 2GHz may perform very nearly as fast as a single core of
4GHz.[1] Other problems though may not yield so much speedup. This
all assumes however that the software has been designed to take
advantage of available parallelism. If it hasn't, there will not be
any speedup at all. However, the processor will multitask better
since it can run two programs at once, one on each core."
To what extent does it depend on the hardware/OS e.g. are the
possibilties for AB different on a MSFT system with an AMD chip
compared to another OS with a different chip - if so how would AB
handle that across a wide range of users - it seems to me the AB
solution will have to be generic rather than specialist?
As a layperson, it appears that multi-tasking is a more exciting
prospect, for the majority of traders, than optimising at warp speeds.
Can't muliple processors handle multi-tasking at speeds unheard of
before and hence bring some things into the realm of possibilities?
How about:
a) different databases running in one instance of AB - maybe even
with the databases in different timeframes/formats/coming from
different providers and being cross referenced in indicators.
Can MCP allow users,who now run more than one installation of AB on a
single computer (for whatever reason) to get the same results from
one installation.
b) in the past Tomasz would enable AB's native database for extra
data (historical fields other than OHLCVOI) - as I understand it
because it would weigh AB down with things not used by the majority.
Perhaps MCP will make the weight of an open structure AB database a
featherweight (PremiumData has already expressed an interest in
synching their database with AB so it is not as if there is no demand
for this feature).
c) a task scheduler built into AB - set the tasks at the start of the
day - if the keyboard/processor is idle AB starts to run the tasks
(backtesting/optimising).
d) if we want to run our trading platform and AB on real time with
two monitors on one computer do we have enough grunt to do that now
OR would MCP allow us to run processing intensive tasks like that
concurrently OR maybe with a minimised AB chart (on tick data)
floating on top of our trading platform window.
I don't know - I am merely speculating!
Surely someone out there has some better ideas?
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70" <sidhartha70@xxx>
wrote:
>
> Hi Tomasz,
>
> I've been reading the arguments for and against multi-core support
> with interest, and I just wanted to add my own voice to it and
mention
> an angle which hasn't currently been focused on.
>
> Since I bought AmiBroker a couple of months back I've been blown
away
> by not only what a great piece of software it is, but also by it's
> value and the fantastic customer support. Your own responsiveness to
> customer needs and ability to efficiently add new features leaves me
> with no hesitations in recommending AmiBroker to my fellow traders.
>
> However, I use AB in two ways. First for swing trading... for which
it
> is not only awesome, but also works perfectly happily on one core
> because of the lower overhead in terms of data through put and
> therefore calculation overhead on that data.
>
> I also use AB for higher frequency day trading... and it's here for
me
> that multi-core support could really add something. For obvious
> reasons the multi-core argument has so far been almost exclusively
> focused on optimization. However, for higher frequency traders like
> myself, working off just one core can be a significant bottleneck.
>
> I have an IQ Feed 'tick' database... and some quite complex chart
> setup's & indictaors. Currently, with chart refresh interval set to
2
> seconds (I'd like it quikcer) I can see one core of my computer
> working away at about 50%. However, if I increase the update
interval
> to zero to bring in every tick, I see useage on one core go up to
> 80-90%. At this point, you can imagine, AB becomes noticeably clunky
> and difficult to use. Things get even worse if I start to think
about
> symbol linking. (for reference I am only looking at a couple of e-
mini
> symbols)
> The frustrating aspect is that I have another 7 x 3Ghz cores sitting
> there twiddling their fingers while AB is grinding up on one core.
>
> So, I do think, for those of us who use AB for higher frequncy
> trading, there is a very good argument to consider adding multi-core
> support outside of the optimization argument.
>
> Love to hear your (or anyone's!) thoughts on this.
>
> Many Thanks
>
------------------------------------
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